+111.4%
XLK vs PFE
-23.9%
+135.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +3.4% | -1.7% | +5.1% | +3.6% |
| 30D | -10.6% | +0.3% | -10.9% | -10.7% |
| 3M | -10.6% | +9.4% | -20.0% | -11.9% |
| 6M | -3.5% | +14.9% | -18.4% | -5.7% |
| YTD | +18.7% | +23.8% | -5.1% | +14.3% |
| 1Y | +19.4% | +19.5% | -0.1% | +15.6% |
| 3Y | +94.5% | +21.0% | +73.4% | +84.3% |
| All | +111.4% | -23.9% | +135.3% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling